If there is no oxygen in space how does the sun burn without oxygen?

Have you ever seen a movie, where a spaceship accidentally gets a fracture, a hole in the hull, and then all of a sudden the air from the inside, maybe along with screaming passengers and stuff, is "sucked" or ejected into the open space with a tremendous power. Well, not exactly sucked, it's because of the vacuum, but you know how it works.
Now, my question is: if all that vast space around the Earth is the empty vacuum, why the Earth's atmosphere does not get "sucked" off? You might say it's because of gravity, but gravity is not that powerful compared with the "force" of vacuum. E.g., you can easily jump up off the Earth, temporary overcoming the gravity at least for a few inches and then landing, but could you jump from the hole in the spaceship hull? Not a chance. Meanwhile, the air pressure and gravity force in the spaceship and on Earth is not very different, you can survive in both. So, where's the secret? What keeps the Earth's atmosphere from escaping from Earth?

Here OP watch this video: [link to www.youtube.com]

The sun isn't nuclear and it's not fire.

How did the lunar missions support combustion that required Oxygen? Better yet, if the law of Physics require that for every action there must be an opposite and equal reaction, how did the Apollo missions propel through space with nothing to thrust off of? Either there is a yet undefined fabric in space or the whole proposition was a fraud because it would be similar to a ship sitting in the doldrums with no wind in its sails.

Did I ever tell you a story about a ball, let loose from the atmosphere of the a planet. How it bounced straight UP, breached the Phenon, and landed on the moon. I kept telling this soul, you need to stop in the middle, slow your roll, there is an inbetween. This ball took off and Stuck dead center, picture perfect moon crater. He waves, once in awhile.